839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
f1a122a654
fix bug introduced by ee812f3881
2013-11-19 13:05:08 +01:00
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
ee812f3881
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
5dec309bbd
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
dd0190bba9
Isolate block decomposition code
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This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
72b25638e0
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
008d95935c
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
bcc091a58d
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
168f5589a4
Fix compilation error in preprocessor
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Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
ca10372607
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
0fbcc7378e
aux vars: update C++ comment to reflect last changes
2011-10-21 16:56:13 +02:00
117996c881
code simplification after commit 9425b36358
2011-10-20 20:40:15 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
99c0508909
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
2011-10-14 14:35:32 +02:00
739f86945c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
762f31bafd
preprocessor, auxiliary variables: fixes ordering issue introduced in
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347ab4d0c0
2011-09-28 22:11:44 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
426682d632
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
dfec70bcfd
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
46e0873eef
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani